+160.2%
PEG vs USFD
+368.6%
-208.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.3% | +2.7% |
| 7D | +0.9% | +3.9% | -3.0% | -0.1% |
| 30D | +3.8% | +12.8% | -9.0% | +1.0% |
| 3M | +0.1% | +1.0% | -0.9% | -0.3% |
| 6M | -1.0% | +30.3% | -31.2% | -7.0% |
| YTD | -4.1% | +46.0% | -50.1% | -12.7% |
| 1Y | -6.9% | +49.6% | -56.5% | -15.7% |
| 3Y | +35.6% | +166.3% | -130.6% | +6.7% |
| 5Y | +42.8% | +208.4% | -165.6% | +6.2% |
| 10Y | +160.2% | +371.2% | -211.0% | +61.2% |
| All | +160.2% | +368.6% | -208.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling